+121.4%
BKR vs TAP
-50.5%
+172.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.6% | -6.6% |
| 7D | -6.7% | -5.3% | -1.4% | -4.6% |
| 30D | -8.3% | -7.4% | -1.0% | -5.6% |
| 3M | -5.4% | -4.9% | -0.5% | -4.3% |
| 6M | +0.8% | -14.2% | +15.0% | +6.2% |
| YTD | +31.8% | -14.8% | +46.7% | +38.6% |
| 1Y | +28.6% | -18.1% | +46.7% | +36.8% |
| 3Y | +71.2% | -32.7% | +103.9% | +94.6% |
| 5Y | +179.2% | -0.5% | +179.7% | +144.4% |
| All | +121.4% | -50.5% | +172.0% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling